+35,575.5%
CTSH vs ED
+816.3%
+34,759.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -1.8% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | +13.4% | +13.3% | +0.1% | +7.9% |
| 3M | +14.4% | +9.7% | +4.7% | +10.1% |
| 6M | +27.7% | +12.8% | +14.9% | +21.5% |
| YTD | -20.6% | +22.3% | -42.9% | -27.5% |
| 1Y | -9.1% | +26.3% | -35.4% | -18.3% |
| 3Y | +3.1% | +45.0% | -41.9% | -14.5% |
| 5Y | -11.8% | +80.2% | -92.0% | -34.5% |
| 10Y | +42.7% | +129.9% | -87.1% | -7.5% |
| All | +35,575.5% | +816.3% | +34,759.1% | +15,007.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling